Subject area for

Faculty Member
 DR Mark Fackrell Faculty Member
 DR Nathan Ross Faculty Member
 PROF Aihua Xia Faculty Member
 PROF Konstantin Borovkov Faculty Member

Conference Papers Refereed

Contract

Grant
 2014 International Research and Research Training Fund (IRRTF) worhshop grant
 Characteristic polynomials in random matrix theory
 Epidemics in large populations: longterm and nearcritical behaviour
 Limit Theorems for Probability Models using Distributional Transformation Fixed Points
 Phase transitions in stochastic systems
 Random Discrete Structures: Approximations and Applications
 Random Network Models with Applications in Biology

Journal Articles Refereed
 A CLASS OF MULTIFRACTAL PROCESSES CONSTRUCTED USING AN EMBEDDED BRANCHING PROCESS
 A Numerical Approach to Optimal Dividend Policies with Capital Injections and Transaction Costse
 A characterisation of, and hypothesis test for, continuous local martingales
 A finitization of the bead process
 A semiinfinite programming approach to identifying matrixexponential distributions
 ALMOST SURE AND pTHMOMENT STABILITY AND STABILIZATION OF REGIMESWITCHING JUMP DIFFUSION SYSTEMS
 An alternative characterization for matrixexponential distributions
 Capital injections with negative surplus and delays: Models and analysis
 Convex minorants of random walks and Levy processes
 DIMENSION WALKS AND SCHOENBERG SPECTRAL MEASURES
 Degree asymptotics with rates for preferential attachment random graphs
 Entropy of Some Models of Sparse Random Graphs With VertexNames
 Equilibrium distributions of discrete phase type
 Evidence for Cooperative Selection of Axons for Myelination by Adjacent Oligodendrocytes in the Optic Nerve
 Exponential approximation and Stein's method of exchangeable pairs
 Facilitated expert judgment of environmental risks: acquiring and analysing imprecise data
 Fundamentals of Stein's Method
 High host density favors greater virulence: a model of parasitehost dynamics based on multitype branching processes
 Hopf algebras and Markov chains: Two examples and a theory
 Inference in the Presence of Weak Instruments: A Selected Survey
 Joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles
 Jumpdiffusion modeling in emission markets
 KOLMOGOROVTYPE SYSTEMS WITH REGIMESWITCHING JUMP DIFFUSION PERTURBATIONS
 Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models
 MARKOWITZ'S MEANVARIANCE OPTIMIZATION WITH INVESTMENT AND CONSTRAINED REINSURANCE
 Markovian trees subject to catastrophes: transient features and extinction probability
 Multifractal spectra for random selfsimilar measures via branching processes
 Multiple imputation in the presence of nonnormal data
 On Rice's formula for stationary multivariate piecewise smooth processes
 On approximation of Markov binomial distributions
 On boundary crossing probabilities for diffusion processes
 On customer flows in Jackson queuing networks
 On exceedances of high levels
 On limiting cluster size distributions for processes of exceedances for stationary sequences
 On the asymptotics of locally dependent point processes
 On the distribution of the Brownian motion process on its way to hitting zero
 On the dual relationship between markov chains of GI/M/1 and M/G/1 type
 On the expectations of maxima of sets of independent random variables
 Optimal Debt Ratio and Consumption Strategies in Financial Crisis
 OrnsteinUhlenbeck type processes with heavy distribution tails
 Pfaffian point process for the Gaussian real generalised eigenvalue problem
 Poisson process approximation for dependent superposition of point processes
 Polynomial birthdeath distribution approximation in the Wasserstein distance
 Power laws in preferential attachment graphs and Stein's method for the negative binomial distribution
 Pricing dynamic fund protections with regime switching
 Probability of all eigenvalues real for products of standard Gaussian matrices
 QUEUES WITH ADVANCED RESERVATIONS: AN INFINITESERVER PROXY FOR THE BOOKINGS DIARY
 Random walks in nonuniform environments with local dynamic interactions
 Raney Distributions and Random Matrix Theory
 Stein's method for conditional compound Poisson approximation
 Step size in Stein's method of exchangeable pairs
 The greatest convex minorant of Brownian motion, meander, and bridge
 The intercept term of the asymptotic variance curve for some queueing output processes
 The response of herpetofauna to urbanization: Inferring patterns of persistence from wildlife databases
 The uniform law for sojourn measures of random fields
 Total variation error bounds for geometric approximation
 Using probabilistic models to investigate the disappearance of a widespread frogspecies complex in highaltitude regions of southeastern Australia

Journal Articles Unrefereed

Major Reports And Working Papers

Research Book Chapters

Translated Books